+64.6%
EFA vs EIX
-4.8%
+69.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.1% | -0.7% |
| 7D | -0.5% | +4.1% | -4.5% | -1.0% |
| 30D | -1.3% | -15.3% | +14.0% | +0.2% |
| 3M | +5.2% | -18.4% | +23.6% | +7.3% |
| 6M | +9.4% | -16.8% | +26.2% | +11.0% |
| YTD | +12.7% | -0.6% | +13.3% | +10.6% |
| 1Y | +19.3% | +10.7% | +8.6% | +14.5% |
| All | +64.6% | -4.8% | +69.4% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling